Tour v325
TSM
TAIWAN SEMICONDUCTOR ADR
$421.58 -2.89%
$423.65 (+0.49%)🌙
as of 07/13 06:04 PM
7/13 18:04

Option Volume

Detail
Current (07/13) 239,657
Calls: 114,225 (48%)
Puts: 125,432 (52%)
Prior (07/10) 173,137
Calls: 77,536 (45%)
Puts: 95,601 (55%)
Current vs Prior +38.42%
Calls: +47.32% (Calls)
Puts: +31.20% (Puts)
Prior 7-Day Total 1,096,693
Calls: 478,620 (44%)
Puts: 618,073 (56%)
Prior 7-Day Average 156,670
Calls: 68,374 (44%)
Puts: 88,296 (56%)
Current vs Prior 7-Day Avg +52.97%
Calls: +67.06%
Puts: +42.06%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/13) $319.07M
Calls: $200.38M (63%)
Puts: $118.69M (37%)
Prior (07/10) $131.24M
Calls: $85.16M (65%)
Puts: $46.08M (35%)
Current vs Prior +143.12%
Calls: +135.29%
Puts: +157.58%
Prior 7-Day Total $1.26B
Calls: $782.29M (62%)
Puts: $476.50M (38%)
Prior 7-Day Average $179.83M
Calls: $111.76M (62%)
Puts: $68.07M (38%)
Current vs Prior 7-Day Avg +77.43%
Calls: +79.30%
Puts: +74.36%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/13) 1.10
Prior (07/10) 1.23
Current vs Prior -10.94%
Prior 7-Day Average 1.30
Current vs Prior 7-Day Avg -15.84%
Sentiment BEARISH

Open Interest

Detail
Current (07/13) 1,938,207
Calls: 850,673 (44%)
Puts: 1,087,534 (56%)
Prior (07/10) 2,062,273
Calls: 893,145 (43%)
Puts: 1,169,128 (57%)
Current vs Prior -6.02%
Prior 7-Day Total 13,728,427
Calls: 6,007,545 (44%)
Puts: 7,720,882 (56%)
Prior 7-Day Average 1,961,203
Calls: 858,220 (44%)
Puts: 1,102,983 (56%)
Current vs Prior 7-Day Avg -1.17%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 6.23% | 8.38%6.23% | 14.77%
Prior 6.72% | 8.75%6.72% | 15.14%
Current vs Prior -7.30% | -4.32%-7.30% | -2.43%
Prior 7-Day Avg 4.59% | 8.38%8.09% | 15.96%
Current vs 7-Day Avg +35.65% | -0.11%-23.02% | -7.46%
Prior 7-Day Eod 6.72% | 8.75%6.72% | 15.14%
Current vs 7-Day Eod -7.30% | -4.32%-7.30% | -2.43%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 6.01% | 7.14%
Calls: 8.99% | 7.10%
Puts: 3.03% | 7.19%
Prior 35.16% | 5.05%
Calls: 13.88% | 5.93%
Puts: 56.44% | 4.17%
Current vs Prior -82.91% | +41.39%
Prior 7-Day Avg 20.31% | 6.05%
Calls: 18.74% | 5.76%
Puts: 21.87% | 6.34%
Current vs 7-Day Avg -70.40% | +18.02%
Liquidity Pricy
+
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🤖 AI Insights

Moderately bullish flow with 63% call dollar volume ($200.38M). Massive premium surge with dollar volume up 143% vs prior. Dollar volume significantly above 7-day average (77% higher). Slightly bearish P/C ratio of 1.10.

Smart Money BULLISH
Retail Flow NEUTRAL
Overall MIXED
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH

📈 Options Analysis

🎯 Tightest Spreads
💰 Best Value Under $1
📊 High Delta (ITM)
🔥 High Volume
Backwardation
📈 Debit Spreads
📉 Credit Spreads
📅 Calendar Spreads
Straddles
🔀 Strangles
🦅 Iron Condors
🦋 Butterflies
⚖️ Ratio Spreads
🛡️ Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 253 of results (avg 6.5%, best 2.6%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$400.00Aug 2141.0042.10$41.552.6%4.3K0.664.6K
$340.00Jul 1781.2583.55$82.402.8%70.98921
$340.00Jul 2481.9584.75$83.353.4%--0.9643
$420.00Aug 2130.0031.05$30.533.4%2700.553.2K
$340.00Aug 1485.1588.20$86.683.5%10.921
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$500.00Jul 1777.0079.65$78.333.4%--1.00171
$500.00Aug 2182.5085.50$84.003.6%--0.81113
$480.00Aug 2165.5067.90$66.703.6%190.7493
$505.00Jul 2482.2085.30$83.753.7%--0.9216
$495.00Jul 1772.0574.95$73.503.9%--1.0038

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 4 found (avg $0.47, cheapest $0.26)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$500.00Jul 170.230.28$0.2619.2%3.8K0.026.2K
$490.00Jul 170.400.43$0.427.1%1.3K0.033.6K
$480.00Jul 170.660.78$0.7216.7%9420.053.5K
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$360.00Jul 170.450.51$0.4812.5%1.4K0.038.7K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 202 found (avg delta 0.74, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$340.00Jul 1781.2583.55$82.402.8%70.98921
$350.00Jul 1770.9073.65$72.283.8%60.982.5K
$360.00Jul 1761.5563.80$62.683.6%10.971.2K
$340.00Jul 2481.9584.75$83.353.4%--0.9643
$365.00Jul 1756.2559.00$57.634.8%--0.9619
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$490.00Jul 1767.1570.00$68.584.2%81.00333
$495.00Jul 1772.0574.95$73.503.9%--1.0038
$500.00Jul 1777.0079.65$78.333.4%--1.00171
$485.00Jul 1762.2565.10$63.684.5%20.9442
$480.00Jul 1757.4059.80$58.604.1%40.93378

Most actively traded options today. High liquidity = easy entry/exit. 418 active (total vol 161.2K, top 9.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$450.00Jul 173.503.65$3.584.2%9.4K0.215.7K
$475.00Jul 170.780.97$0.8821.6%6.4K0.066.3K
$470.00Jul 171.191.28$1.237.3%5.1K0.0910.1K
$400.00Jul 1725.3527.00$26.186.3%4.4K0.7821.2K
$400.00Aug 2141.0042.10$41.552.6%4.3K0.664.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$380.00Jul 171.211.44$1.3317.3%7.2K0.0913.2K
$380.00Aug 2110.8012.05$11.4310.9%6.5K0.2413.5K
$425.00Jul 1713.8014.40$14.104.3%5.2K0.534.6K
$375.00Jul 170.901.11$1.0120.8%4.1K0.073.6K
$355.00Jul 241.351.73$1.5424.7%3.7K0.07385

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 114 strikes (avg 34.5%, max 79.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$340.00Jul 17Aug 21100.6%56.1%79.3%132.1K
$350.00Jul 17Aug 2190.0%54.9%64.0%83.4K
$360.00Jul 17Aug 2184.6%54.3%55.8%142.2K
$365.00Jul 17Aug 1483.7%54.7%53.0%--38
$370.00Jul 17Aug 2179.6%52.4%51.8%132.8K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$340.00Jul 17Aug 21100.6%56.1%79.3%4748.4K
$345.00Jul 17Aug 1494.7%57.3%65.2%223365
$350.00Jul 17Aug 2190.0%54.9%64.0%5.8K36.6K
$360.00Jul 17Aug 2184.6%54.3%55.8%1.9K18.2K
$365.00Jul 17Aug 1483.7%54.7%53.0%7085.3K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 289 found (best R:R 24.00, avg 4.53)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$497.50$500.00Jul 24$0.11$2.39$0.1121.73$497.61
$500.00$505.00Aug 14$0.25$4.75$0.2519.00$500.25
$500.00$502.50Jul 24$0.13$2.37$0.1318.23$500.13
$490.00$495.00Jul 24$0.31$4.69$0.3115.13$490.31
$485.00$490.00Jul 31$0.32$4.68$0.3214.63$485.32
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$352.50$350.00Jul 24$0.10$2.40$0.1024.00$352.40
$367.50$365.00Jul 24$0.10$2.40$0.1024.00$367.40
$355.00$350.00Jul 31$0.21$4.79$0.2122.81$354.79
$345.00$340.00Aug 7$0.22$4.78$0.2221.73$344.78
$350.00$345.00Aug 14$0.22$4.78$0.2221.73$349.78

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 417 found (best R:R 49.00, avg 2.80)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$340.00$345.00Jul 24$4.85$4.85$0.1532.33$344.85
$370.00$375.00Jul 17$4.82$4.82$0.1826.78$374.82
$350.00$360.00Jul 17$9.60$9.60$0.4024.00$359.60
$345.00$350.00Jul 24$4.80$4.80$0.2024.00$349.80
$365.00$370.00Jul 17$4.78$4.78$0.2221.73$369.78
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$490.00$485.00Jul 17$4.90$4.90$0.1049.00$485.10
$500.00$495.00Jul 17$4.83$4.83$0.1728.41$495.17
$480.00$477.50Jul 17$2.40$2.40$0.1024.00$477.60
$495.00$490.00Jul 24$4.78$4.78$0.2221.73$490.22
$500.00$495.00Jul 24$4.78$4.78$0.2221.73$495.22

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 114 found (avg debit $2.86, cheapest $0.66)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$505.00Jul 17Jul 24$0.6683.9%61.9%
$502.50Jul 17Jul 24$0.7481.7%61.7%
$500.00Jul 17Jul 24$0.8978.9%61.7%
$497.50Jul 17Jul 24$0.9379.9%61.5%
$340.00Jul 17Jul 24$0.95100.6%75.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$340.00Jul 17Jul 24$0.70100.6%75.0%
$500.00Jul 17Jul 24$0.7078.9%61.7%
$495.00Jul 17Jul 24$0.7581.3%62.4%
$337.50Jul 17Jul 24$0.8298.7%77.5%
$490.00Jul 17Jul 24$0.8976.8%62.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 202 found (cheapest 5.90% of stock, avg 12.52%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$420.00Jul 17$13.50$11.38$24.88$395.12$444.885.90%
$422.50Jul 17$12.15$12.75$24.90$397.60$447.405.91%
$417.50Jul 17$14.85$10.13$24.98$392.52$442.485.93%
$425.00Jul 17$11.08$14.10$25.18$399.82$450.185.97%
$415.00Jul 17$16.25$9.20$25.45$389.55$440.456.04%
$427.50Jul 17$10.00$15.55$25.55$401.95$453.056.06%
$412.50Jul 17$17.73$7.98$25.71$386.79$438.216.10%
$430.00Jul 17$9.13$17.08$26.21$403.79$456.216.22%
$410.00Jul 17$19.23$7.05$26.28$383.72$436.286.23%
$432.50Jul 17$8.30$18.50$26.80$405.70$459.306.36%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 3.60% of stock, avg 7.93%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$435.00$412.50Jul 17$7.18$7.98$15.16$397.34$450.16
$432.50$412.50Jul 17$8.30$7.98$16.28$396.22$448.78
$435.00$415.00Jul 17$7.18$9.20$16.38$398.62$451.38
$430.00$412.50Jul 17$9.13$7.98$17.11$395.39$447.11
$435.00$417.50Jul 17$7.18$10.13$17.31$400.19$452.31
$432.50$415.00Jul 17$8.30$9.20$17.50$397.50$450.00
$427.50$412.50Jul 17$10.00$7.98$17.98$394.52$445.48
$430.00$415.00Jul 17$9.13$9.20$18.33$396.67$448.33
$432.50$417.50Jul 17$8.30$10.13$18.43$399.07$450.93
$435.00$420.00Jul 17$7.18$11.38$18.56$401.44$453.56

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 237 found (best R:R 49.00, avg credit $4.75)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
355/360385/390Aug 7$4.90$0.1049.00$355.10$389.90
340/345350/355Jul 31$4.89$0.1144.45$340.11$354.89
350/352355/360Jul 24$4.88$0.1240.67$347.62$359.88
362/365375/380Jul 17$4.87$0.1337.46$360.13$379.87
345/348350/355Jul 24$4.87$0.1337.46$342.63$354.87
340/345360/365Aug 14$4.84$0.1630.25$340.16$364.84
370/380390/400Aug 21$9.68$0.3230.25$370.32$399.68
355/360370/375Jul 31$4.83$0.1728.41$355.17$374.83
360/365375/380Aug 14$4.83$0.1728.41$360.17$379.83
360/365380/385Jul 31$4.82$0.1826.78$360.18$384.82

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 219 found (best R:R 141.86, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$480.00$490.00$500.00Aug 21$0.09$9.91110.11
$340.00$345.00$350.00Jul 24$0.05$4.9599.00
$385.00$390.00$395.00Jul 31$0.06$4.9482.33
$365.00$370.00$375.00Aug 14$0.08$4.9261.50
$425.00$430.00$435.00Aug 7$0.09$4.9154.56
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$460.00$470.00$480.00Aug 21$0.07$9.93141.86
$365.00$370.00$375.00Jul 31$0.09$4.9154.56
$405.00$407.50$410.00Jul 24$0.05$2.4549.00
$415.00$417.50$420.00Jul 24$0.05$2.4549.00
$470.00$475.00$480.00Jul 31$0.10$4.9049.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 109 found (best net $-2.83, 109 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$490.00$500.001:2Aug 21-$5.63$4.37
$490.00$495.001:2Jul 24-$1.18$3.82
$500.00$505.001:2Jul 31-$1.68$3.32
$480.00$490.001:2Aug 21-$7.26$2.74
$495.00$500.001:2Jul 31-$2.28$2.72
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$350.00$340.001:2Aug 21-$2.83$7.17
$360.00$350.001:2Aug 21-$3.53$6.47
$370.00$360.001:2Aug 21-$5.33$4.67
$380.00$370.001:2Aug 21-$5.63$4.37
$345.00$340.001:2Jul 31-$1.49$3.51

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 123 found (best yield 5.98%, avg 1.98%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$430.00Aug 21$25.200.492.0%5.98%7.97%2.5K970
$425.00Aug 14$24.600.520.8%5.84%6.65%183
$430.00Aug 14$22.400.492.0%5.31%7.31%6841
$425.00Aug 7$22.150.510.8%5.25%6.07%9495
$440.00Aug 21$21.400.444.4%5.08%9.45%1.0K3.5K
$435.00Aug 14$20.000.463.2%4.74%7.93%8262
$422.50Jul 31$19.950.520.2%4.73%4.95%19--
$430.00Aug 7$19.950.482.0%4.73%6.73%44278
$425.00Jul 31$18.800.500.8%4.46%5.27%13359
$440.00Aug 14$18.350.434.4%4.35%8.72%4225

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Current Put/Call Breakdown

Total Calls 114,225
Total Puts 125,432
Put/Call Ratio 1.10
Net Difference -11,207

Prior's Put/Call Breakdown

Total Calls 77,536
Total Puts 95,601
Put/Call Ratio 1.23
Net Difference -18,065

Prior 7-Day Put/Call Summary

Total Calls 478,620
Total Puts 618,073
Average Put/Call Ratio 1.30
Ratio Trend Falling

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
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Upcoming Earnings - 2 Weeks Prior

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Upcoming Earnings - 1 Week Prior

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Earnings This Week

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Earnings - Day Before / Day After

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Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
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Chart Title

Price — Past 7 Days

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